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  1. HARModel HARModel Public

    An implementation of the Heterogeneous AutoRegressive model from Corsi(2009)

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  2. highfrequency highfrequency Public

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    Calculates the Test-Statistic for the Drift Burst Hypothesis of Christensen, Oomen and Renò (2018) <DOI:10.2139/ssrn.2842535>.

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    Extensible time series class that provides uniform handling of many R time series classes by extending zoo.

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  6. dang dang Public

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